Factor Performance in the Equity Market Cycle

From Recession to End Cycle, see which factors outperform when.

Factor investing is an effective and relevant strategy that can generate strong returns over time. The more you know about when specific factors will perform best, the greater your premiums.

In collaboration with Handelsbanken Wealth & Asset Management, we’ve applied factor analysis to their Equity Market Cycle framework. This analysis reviews the performance and market returns of 36 sub-factors over the past 40 years to determine which cycle phases are most (and least) favorable to which factors. Gain insight into:

  • An overview of each cycle phase (Recession, Early Cycle, Mid Cycle, End Cycle)
  • Which factors tend to outperform and underperform during each phase
  • The average annualized market relative return during each phase

Download this exclusive report today so you’ll know exactly what to expect as the equity market cycle changes.

About the Author:

Jim Monroe, CFA
Senior Consultant
Investment Metrics

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